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BLK vs. AMP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BLK vs. AMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock, Inc. (BLK) and Ameriprise Financial, Inc. (AMP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BLK achieves a -6.02% return, which is significantly higher than AMP's -7.75% return. Over the past 10 years, BLK has underperformed AMP with an annualized return of 13.89%, while AMP has yielded a comparatively higher 18.65% annualized return.


BLK

1D
-0.08%
1M
-7.79%
YTD
-6.02%
6M
-5.28%
1Y
2.69%
3Y*
15.91%
5Y*
5.20%
10Y*
13.89%

AMP

1D
-1.16%
1M
-3.48%
YTD
-7.75%
6M
-5.11%
1Y
-12.20%
3Y*
14.20%
5Y*
13.17%
10Y*
18.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLK vs. AMP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLK
BlackRock, Inc.
-6.02%6.55%29.29%17.86%-20.40%29.39%47.21%31.87%-21.59%38.20%
AMP
Ameriprise Financial, Inc.
-7.75%-6.73%42.10%23.99%4.98%57.92%19.82%63.96%-36.83%56.40%

Correlation

The correlation between BLK and AMP is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2005

0.66

The correlation between BLK and AMP has been stable across timeframes, ranging from 0.57 to 0.67 - a consistent structural relationship.

Fundamentals

Market Cap

BLK:

$164.14B

AMP:

$42.47B

EPS

BLK:

$38.89

AMP:

$30.77

PE Ratio

BLK:

25.58

AMP:

14.60

PS Ratio

BLK:

6.22

AMP:

3.02

PB Ratio

BLK:

2.90

AMP:

6.84

Total Revenue (TTM)

BLK:

$25.71B

AMP:

$14.42B

Gross Profit (TTM)

BLK:

$15.21B

AMP:

$7.51B

EBITDA (TTM)

BLK:

$9.79B

AMP:

$5.13B

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Return for Risk

BLK vs. AMP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BLK
BLK Risk / Return Rank: 4242
Overall Rank
BLK Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BLK Sortino Ratio Rank: 3838
Sortino Ratio Rank
BLK Omega Ratio Rank: 3838
Omega Ratio Rank
BLK Calmar Ratio Rank: 4545
Calmar Ratio Rank
BLK Martin Ratio Rank: 4545
Martin Ratio Rank

AMP
AMP Risk / Return Rank: 2121
Overall Rank
AMP Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
AMP Sortino Ratio Rank: 2020
Sortino Ratio Rank
AMP Omega Ratio Rank: 2020
Omega Ratio Rank
AMP Calmar Ratio Rank: 2121
Calmar Ratio Rank
AMP Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BLK vs. AMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock, Inc. (BLK) and Ameriprise Financial, Inc. (AMP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BLKAMPDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.04

0.93

+0.11

Calmar ratioReturn relative to maximum drawdown

0.12

-0.59

+0.71

Martin ratioReturn relative to average drawdown

0.27

-1.04

+1.31

BLK vs. AMP - Sharpe Ratio Comparison

The current BLK Sharpe Ratio is 0.10, which is higher than the AMP Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of BLK and AMP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BLKAMPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

-0.49

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.48

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.55

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.39

+0.20

Drawdowns

BLK vs. AMP - Drawdown Comparison

The maximum BLK drawdown since its inception was -60.36%, smaller than the maximum AMP drawdown of -81.14%. Use the drawdown chart below to compare losses from any high point for BLK and AMP.


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Drawdown Indicators


BLKAMPDifference

Max Drawdown

Largest peak-to-trough decline

-60.36%

-81.14%

+20.78%

Max Drawdown (1Y)

Largest decline over 1 year

-22.45%

-20.87%

-1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

-26.39%

+2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-43.90%

-31.54%

-12.36%

Max Drawdown (10Y)

Largest decline over 10 years

-43.90%

-53.88%

+9.98%

Current Drawdown

Current decline from peak

-15.94%

-20.34%

+4.40%

Average Drawdown

Average peak-to-trough decline

-11.93%

-15.13%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.90%

11.74%

-1.84%

Volatility

BLK vs. AMP - Volatility Comparison

BlackRock, Inc. (BLK) has a higher volatility of 8.39% compared to Ameriprise Financial, Inc. (AMP) at 6.00%. This indicates that BLK's price experiences larger fluctuations and is considered to be riskier than AMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLKAMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

6.00%

+2.39%

Volatility (6M)

Calculated over the trailing 6-month period

20.52%

19.55%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

25.84%

24.89%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.77%

27.83%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.77%

33.98%

-6.21%

Dividends

BLK vs. AMP - Dividend Comparison

BLK's dividend yield for the trailing twelve months is around 2.20%, more than AMP's 1.45% yield.


PositionTTM20252024202320222021202020192018201720162015
AMP
Ameriprise Financial, Inc.
1.45%1.28%1.09%1.40%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%
BLK
BlackRock, Inc.
2.20%1.95%1.99%2.46%2.75%1.80%2.01%2.63%3.08%1.95%2.41%2.56%

Financials

BLK vs. AMP - Financials Comparison

This section allows you to compare key financial metrics between BlackRock, Inc. and Ameriprise Financial, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B20222023202420252026
6.77B
0
(BLK) Total Revenue
(AMP) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BLK and AMP have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLK has higher volatility (8.39%) compared to AMP (6.00%). In terms of maximum drawdown, BLK dropped -60.36% vs AMP's -81.14%.

BLK currently has the higher Sharpe Ratio (0.10 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BLK and AMP

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